Risk aversion in RDEU

DOI10.1016/j.jmateco.2006.04.003zbMath1142.91596OpenAlexW1982069077MaRDI QIDQ855365

Matthew J. Ryan

Publication date: 7 December 2006

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2006.04.003

zbMATH Keywords

risk aversionrank-dependent expected utilitylocation independent risk

Mathematics Subject Classification ID

Related Items (11)

Editorial to the special issue on behavioral insurance: mathematics and economics ⋮ Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance ⋮ Dual Moments and Risk Attitudes ⋮ Stochastic dominance representation of optimistic belief: theory and applications ⋮ Characterizations of risk aversion in cumulative prospect theory ⋮ Characterization of left-monotone risk aversion in the RDEU model ⋮ Risk behavior for gain, loss, and mixed prospects ⋮ Rationalizing investors' choices ⋮ Risk attitudes in axiomatic decision theory: a conceptual perspective ⋮ Delayed probabilistic risk attitude: a parametric approach ⋮ Rank-Dependent Utility and Risk Taking in Complete Markets

Cites Work

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• The Dual Theory of Choice under Risk

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